+167.7%
XLB vs COO
+40.7%
+127.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | -1.4% | +4.3% | -5.7% | -2.9% |
| 30D | +7.1% | +17.6% | -10.5% | +0.7% |
| 3M | +0.6% | -13.9% | +14.5% | +5.6% |
| 6M | +3.5% | +6.6% | -3.1% | -0.6% |
| YTD | +18.2% | -22.0% | +40.2% | +28.3% |
| 1Y | +25.6% | -8.8% | +34.4% | +27.8% |
| 3Y | +46.7% | -21.5% | +68.1% | +52.1% |
| 5Y | +30.9% | -41.0% | +71.9% | +50.5% |
| 10Y | +167.7% | +40.9% | +126.9% | +135.9% |
| All | +167.7% | +40.7% | +127.0% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling